Large-scale Bayesian optimal experimental design with derivative-informed projected neural network

DOI10.1007/s10915-023-02145-1zbMath1519.35348arXiv2201.07925OpenAlexW4323567155MaRDI QIDQ6159007

Thomas O'Leary-Roseberry, Ke-yi Wu, Unnamed Author, Omar Ghattas

Publication date: 20 June 2023

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.07925

zbMATH Keywords

neural networkgreedy algorithmBayesian inverse problemsurrogateBayesian optimal experimental designexpected information gain

Mathematics Subject Classification ID

Gaussian processes (60G15) Artificial neural networks and deep learning (68T07) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inverse problems for PDEs (35R30) Random number generation in numerical analysis (65C10) PDEs with randomness, stochastic partial differential equations (35R60) Partial differential equations of mathematical physics and other areas of application (35Q99) Integro-partial differential equations (35R09) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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